Astar Derived Risk Volatility 90d
Astar
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Astar Derived Risk Volatility 90d on Astar last read 59.33 on Sep 22, 2026, a change of -3.95% over 30 days, ranging from 50.77 (Sep 8, 2026) to 114.01 (Nov 7, 2025).
- Latest reading
- 59.33
- Sep 22, 2026
- Change
- 1d +0.83%
- 30d -3.95%
- 90d -10.6%
- 1y -13.47%
- Range
- Low 50.77·Sep 8, 2026
- High 114.01·Nov 7, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 52.44 |
| Sep 12, 2026 | 52.51 |
| Sep 13, 2026 | 52.47 |
| Sep 14, 2026 | 57.56 |
| Sep 15, 2026 | 58.46 |
| Sep 16, 2026 | 58.27 |
| Sep 17, 2026 | 58.48 |
| Sep 18, 2026 | 58.59 |
| Sep 19, 2026 | 58.32 |
| Sep 20, 2026 | 58.63 |
| Sep 21, 2026 | 58.84 |
| Sep 22, 2026 | 59.33 |
Read from our own stored series, not quoted from a page.